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ARE BANKS AFFECTED BY THEIR HOLDINGS OF GOVERNMENT
11 references·2 citing·45 second hop
ARE BANKS AFFECTED BY THEIR HOLDINGS OF GOVERNMENT (2012)ARE BANKS AFFECTED BY THEIR HOLDINGS OF G…Banking and Sovereign Risk in the Euro Area (2016)Banking and Sovereign Risk in…Credit spread interdependencies of European states and banks during the financial crisis (2012)Credit spread interdependenci…The impact of sovereign credit risk on bank funding conditions (2011)The impact of sovereign credi…The Eurozone Crisis: How Banks and Sovereigns Came to Be Joined at the Hip (2011)The Eurozone Crisis: How Bank…Sovereign Default Risk and Bank Fragility in Financially Integrated Economies (2011)Sovereign Default Risk and Ba…A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk (2011)A Pyrrhic Victory? - Bank Bai…The Janus-headed salvation: Sovereign and bank credit risk premia during 2008–2009 (2010)The Janus-headed salvation: S…The Aftermath of Financial Crises (2009)The Aftermath of Financial Cr…Modeling Financial Crises and Sovereign Risks (2009)Modeling Financial Crises and…From Bear Stearns to Anglo Irish: How Eurozone Sovereign Spreads Related to Financial Sector Vulnerability (2009)From Bear Stearns to Anglo Ir…New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability (2007)New Framework for Measuring a…Bank and Sovereign Risk Feedback Loops (2015)Bank and Sovereign Risk Feedb…What kind of European banking union (2012)What kind of European banking…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Funding Liquidity Risk in a Quantitative Model of Systemic Stability (2009)Measuring Systemic Risk (2010)Systemic risk and bank size (2017)What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)Yield spreads on EMU government bonds (2003)From Financial Crash to Debt Crisis (2011)The Portuguese Slump and Crash and the Euro Crisis (2013)Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators (2014)The gold price in times of crisis (2014)Banking Crises: An Equal Opportunity Menace (2008)The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-09 (2009)The Determinants of Sovereign Bond Yield Spreads in the EMU (2012)Causality and contagion in EMU sovereign debt markets (2014)Haircuts: estimating investor losses in sovereign debt restructurings, 1998–2005Bank Runs, Deposit Insurance, and Liquidity (1983)This Time Is Different (2009)Sovereign Risk and Secondary Markets (2010)Sovereign debt markets in turbulent times: Creditor discrimination and crowding-out effects (2013)American Economic Review (2019)Statistical Inference in Random Coefficient Regression Models (1971)The cost of firms’ debt financing and the global financial crisis (2014)Economic policy uncertainty and risk spillovers in the Eurozone (2016)Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries (2018)Determinants of corporate borrowing (1977)This Time Is Different (2009)The EMU sovereign-debt crisis: Fundamentals, expectations and contagion (2012)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)The Pass-Through of Sovereign Risk (2016)Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market (2008)Euro Area Sovereign Risk During the Crisis (2009)How Does Liquidity Affect Government Bond Yields? (2009)Credit Default Swaps: A Survey (2014)Growth in a Time of Debt (2010)The impact of high government debt on economic growth and its channels: An empirical investigation for the euro area (2012)Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)Theory of rational option pricing (2005)Bank/sovereign risk spillovers in the European debt crisis (2013)Systemic risk in European sovereign debt markets: A CoVaR-copula approach (2014)Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest (2017)Rescue packages and bank lending (2012)Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World (2014)An analysis of euro area sovereign CDS and their relation with government bonds (2015)
this work references cited by second hop

References

  • 2009The Aftermath of Financial Crises1,509 cited
  • 2011A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk488 cited
  • 2012Credit spread interdependencies of European states and banks during the financial crisis302 cited
  • 2011Sovereign Default Risk and Bank Fragility in Financially Integrated Economies296 cited
  • 2011The impact of sovereign credit risk on bank funding conditions227 cited
  • 2010The Janus-headed salvation: Sovereign and bank credit risk premia during 2008–2009225 cited
  • 2016Banking and Sovereign Risk in the Euro Area213 cited
  • 2007New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability203 cited
  • 2011The Eurozone Crisis: How Banks and Sovereigns Came to Be Joined at the Hip179 cited
  • 2009From Bear Stearns to Anglo Irish: How Eurozone Sovereign Spreads Related to Financial Sector Vulnerability98 cited
  • 2009Modeling Financial Crises and Sovereign Risks37 cited

Cited by

  • 2012What kind of European banking union26 cited
  • 2015Bank and Sovereign Risk Feedback Loops23 cited

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